Large Deviations Techniques and Applications

Large Deviations Techniques and Applications - Jones and Bartlett Books in Mathematics

Book (30 Nov 1992)

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Publisher's Synopsis

Concerned with the study of the probabilities of very rare events yes, like winning the Lottery discussion includes large deviations for finite dimensional spaces, Cramer's theorem, the Gartner-Ellis theorem, applications of the finite dimensional case, Sanov's theorem, finite state Markov chains, the Gibbs conditioning principle, Vasradhan's integ

Book information

ISBN: 9780867202915
Publisher: Jones and Bartlett
Imprint: Jones and Bartlett
Pub date:
DEWEY: 519.534
DEWEY edition: 20
Language: English
Number of pages: 346
Weight: 680g
Height: 230mm
Width: 158mm
Spine width: 25mm